is it difficult now to get a visa on arrival to shenzhen?

Hi All, I am a Philippine passport holder currently working in Kuala Lumpur, and is set for a holiday to HK-Macau on March 2012, along this, I would like to enter Shenzhen with my wife, taking the train from HK. Upon reading certain forums, it was said that a visa on arrival can be obtained for 150HKD at the Lo Wu border, but there were certain discussions that showed this can be hard to obtain nowadays, and might not be given to everyone. Will I have any problems securing a visa on arrival at the Lo Wu border? And how true is it that it is now harder to get this kind of visa to shenzhen? TIA